Anic Equity¶

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Total return since start: 0.697 %¶

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Equity now: -----------------------------> 51838.49 Kr¶

Max Equity ever reached: ------------> 51944.38 Kr¶

Portfolio value: --------------------------> 48639.43 Kr¶

PnL: ---------------------------------------> -448.14 Kr¶

DD now: ---------------------------------> -0.204 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-02-01 14:48:33.794105'

Anic Portfolio¶

Today¶

Return: 0.386 %¶

This Week¶

Return: 9.071 %¶

Total¶

Return: 69.706 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 54 -1.260000 3380.400000 200.400000 6.300000 3180.000006
HMS Networks 2 4.370000 812.400000 139.400000 20.710000 673.000000
Nordea Bank Abp 29 1.100000 3570.480000 116.480000 3.370000 3453.999992
SAAB B 8 1.730000 3476.000000 99.000000 2.930000 3377.000000
HEBA B 70 1.830000 2723.000000 87.000000 3.300000 2636.000010
Fasadgruppen Group 38 0.910000 4202.800000 61.800000 1.490000 4140.999992
Swedbank A 3 2.640000 617.100000 53.100000 9.410000 564.000000
Resurs Holding 22 1.220000 618.860000 44.860000 7.820000 573.999998
MedCap 2 -0.860000 459.000000 38.000000 9.030000 421.000000
Samhällsbyggnadsbo. i Norden B 20 3.130000 391.800000 36.800000 10.370000 355.000000
AcadeMedia 12 0.410000 593.760000 36.760000 6.600000 557.000004
Norva24 Group 16 -0.440000 573.440000 30.440000 5.610000 543.000000
OEM International B 7 2.190000 554.400000 26.400000 5.000000 527.999997
Intrum 4 2.340000 552.000000 25.000000 4.740000 527.000000
Eastnine 4 1.120000 506.400000 15.400000 3.140000 491.000000
Securitas B 6 2.290000 585.120000 15.120000 2.650000 570.000000
Boozt 12 2.210000 1666.800000 12.800000 0.770000 1653.999996
Fastighetsbolag. Emilshus Pref 21 0.000000 572.250000 10.250000 1.820000 562.000005
Coor Service Management Hold. 8 1.270000 540.800000 8.800000 1.650000 532.000000
Karnov Group 9 -0.170000 539.100000 3.100000 0.580000 536.000004
Samhällsbyggnadsbo. i Norden D 12 0.490000 248.400000 2.400000 0.980000 246.000000
Corem Property Group B 59 2.460000 577.610000 0.610000 0.110000 576.999999
Creaspac SPAC 6 -0.310000 577.200000 0.200000 0.030000 577.000002
Handelsbanken A 5 0.350000 546.150000 0.150000 0.030000 546.000000
Midsona B 63 0.550000 578.340000 -4.660000 -0.800000 582.999984
Sampo Oyj SDB 7 0.550000 3843.000000 -7.000000 -0.180000 3850.000000
CTEK 13 1.510000 507.390000 -26.610000 -4.980000 533.999999
International Petroleum Corp. 5 0.270000 564.000000 -30.570000 -5.140000 594.565215
Essity B 2 -1.320000 538.200000 -35.800000 -6.240000 574.000000
Vivesto 1368 -0.100000 560.330000 -52.670000 -8.590000 612.999432
Essity A 4 -1.280000 1078.000000 -71.000000 -6.180000 1149.000000
Beijer Electronics Group 27 -1.260000 2964.600000 -119.400000 -3.870000 3083.999994
OX2 22 4.540000 1850.200000 -138.800000 -6.980000 1989.000002
Axfood 15 -2.900000 3916.500000 -383.500000 -8.920000 4300.000005
Ovzon 64 -1.320000 3353.600000 -642.400000 -16.080000 3996.000000
TOTAL 48639.430000 -448.140000 -0.20385% 49087.564636

Updated:¶

'2023-02-01 14:48:46.492504'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶